SSE Composite Index Prediction and Simulation System

Multiple Regression and Time—Lag Cointegration Model
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 214)


Stock index forecasting is an important task in economic field; it is difficult to accurately predict index trends using the traditional prediction methods which are based on price and the quality. Studies on this field were described in this paper: historical data and the influence of macroeconomic factors to stock price, fits the mathematical models of the principal component of the multi-lag regression and Sequence Cointegration and stock index predicts; At the same time the author has done the system simulation, results show that the mathematical model is very efficient and practical.


Multi-lag regression Timing cointegration Stock index forecasting Simulation system 



The paper is supported by the National Natural Science Foundation of China, No. 61074191.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.College of ScienceNaval University of EngineeringWuhanChina

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